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Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
Test
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10.1007/s11749-020-00719-x
◽
2020
◽
Author(s):
Lijuan Huo
◽
Jin Seo Cho
Keyword(s):
Maximum Likelihood
◽
Maximum Likelihood Estimator
◽
Covariance Matrix
◽
Likelihood Estimator
◽
Quasi Maximum Likelihood
Download Full-text
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A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the Garch(1,1) Model
SSRN Electronic Journal
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10.2139/ssrn.889461
◽
2008
◽
Cited By ~ 1
Author(s):
Jun Ma
Keyword(s):
Maximum Likelihood
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Closed Form
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Maximum Likelihood Estimator
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Covariance Matrix
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Asymptotic Variance
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Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
Statistical Papers
◽
10.1007/s00362-013-0514-1
◽
2013
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Vol 55
(3)
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pp. 643-652
Author(s):
Gauss M. Cordeiro
◽
Denise A. Botter
◽
Alexsandro B. Cavalcanti
◽
Lúcia P. Barroso
Keyword(s):
Maximum Likelihood
◽
Maximum Likelihood Estimator
◽
Covariance Matrix
◽
Generalized Linear Models
◽
Linear Models
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Likelihood Estimator
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A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance–covariance matrix
Journal of the Korean Statistical Society
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10.1007/s42952-020-00066-5
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2020
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Author(s):
Pierre Dutilleul
Keyword(s):
Maximum Likelihood
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Maximum Likelihood Estimator
◽
Covariance Matrix
◽
Existence And Uniqueness
◽
Kronecker Product
◽
Sufficient Conditions
◽
Necessary And Sufficient Conditions
◽
Likelihood Estimator
◽
Necessary And Sufficient
◽
Variance Covariance Matrix
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Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
Statistics & Probability Letters
◽
10.1016/j.spl.2015.02.010
◽
2015
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Vol 100
◽
pp. 192-202
◽
Cited By ~ 3
Author(s):
Abdelouahab Bibi
◽
Ahmed Ghezal
Keyword(s):
Time Series
◽
Maximum Likelihood
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Maximum Likelihood Estimator
◽
Markov Switching
◽
Time Series Models
◽
Likelihood Estimator
◽
Quasi Maximum Likelihood
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Modified quasi‐maximum likelihood estimator for polynomial phase signal
IET Signal Processing
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10.1049/iet-spr.2019.0079
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2020
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Vol 14
(3)
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pp. 182-187
Author(s):
Ahmed Dallil
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Abdelaziz Ouldali
Keyword(s):
Maximum Likelihood
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Maximum Likelihood Estimator
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Likelihood Estimator
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Polynomial Phase
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Phase Signal
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Quasi Maximum Likelihood
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Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
Computational Statistics & Data Analysis
◽
10.1016/j.csda.2015.02.003
◽
2015
◽
Vol 87
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pp. 116-135
◽
Cited By ~ 2
Author(s):
Dalei Yu
◽
Peng Bai
◽
Chang Ding
Keyword(s):
Maximum Likelihood
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Maximum Likelihood Estimator
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Autoregressive Model
◽
Small Sample
◽
Spatial Autoregressive Model
◽
Likelihood Estimator
◽
Sample Bias
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Spatial Autoregressive
◽
Quasi Maximum Likelihood
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The Asymptotic Properties of Quasi-maximum Likelihood Estimator for Spatial Error Panel Data Model
2013 International Conference on Information Science and Cloud Computing Companion
◽
10.1109/iscc-c.2013.134
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2013
◽
Author(s):
Chunhong Li
◽
Lixia Wen
Keyword(s):
Maximum Likelihood
◽
Panel Data
◽
Maximum Likelihood Estimator
◽
Data Model
◽
Asymptotic Properties
◽
Panel Data Model
◽
Likelihood Estimator
◽
Spatial Error
◽
Quasi Maximum Likelihood
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Quasi-maximum likelihood estimator of multiple polynomial-phase signals
2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
◽
10.1109/icassp.2014.6854393
◽
2014
◽
Cited By ~ 2
Author(s):
Marko Simeunovic
◽
Slobodan Djukanovic
◽
Igor Djurovic
Keyword(s):
Maximum Likelihood
◽
Maximum Likelihood Estimator
◽
Likelihood Estimator
◽
Polynomial Phase
◽
Polynomial Phase Signals
◽
Quasi Maximum Likelihood
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Minimum Sample Quasi Maximum Likelihood Estimator
2019 20th International Radar Symposium (IRS)
◽
10.23919/irs.2019.8768168
◽
2019
◽
Author(s):
Ahmed Dallil
◽
Abdelaziz Ouldali
Keyword(s):
Maximum Likelihood
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Maximum Likelihood Estimator
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Likelihood Estimator
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Minimum Sample
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Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression
Statistical Methods & Applications
◽
10.1007/s10260-020-00523-9
◽
2020
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Author(s):
Giuliano Galimberti
◽
Lorenzo Nuzzi
◽
Gabriele Soffritti
Keyword(s):
Maximum Likelihood
◽
Linear Regression
◽
Maximum Likelihood Estimator
◽
Covariance Matrix
◽
Covariance Matrix Estimation
◽
Likelihood Estimator
◽
Matrix Estimation
◽
Clusterwise Linear Regression
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